They're difficult, and I heartily suggest you find an online version of the Vault Dweller's Survival Guide (for the first games, not the Fallout 3 version), as I spent an hour trying to figure out how to enter a town. After that, it's a lot of puzzles, and the combat is more turn-based, using Action Points like the VATS system.

The second one, I believe, had it. And it wasn't just one, though one was a companion, I think. There was an entire vault inhabited by these intelligent Deathclaws, living alongside humans in a peaceful co-existance.